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http://hdl.handle.net/2183/13104

Libor Market Model for pricing derivatives on two interest rate curves

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URI: http://hdl.handle.net/2183/13104

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2010

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Fernández Pérez, J.L.
Pou Bueno, Marta
Rodríguez Nogueiras, María

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Numerical Simulation in Physics and Engineering. Proceedings of the XIV Spanish-French Jacques-Luis Lions School, 2010: 315-316. ISBN: 978-84-9749-420-5

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XIV Spanish-French Jacques-Louis Lions School : (A Coruña, Spain, September 6-10th,2010)